Geodesic
Non-Asymptotic Confidence Bounds for Stochastic Approximation Algorithms with Constant Step Size.
Monatshefte für Mathematik, Tome 110 (1990) no. 3-4, pp. 297-314
Cet article a éte moissonné depuis la source European Digital Mathematics Library

Voir la notice de l'article

Mots-clés : non-asymptotic confidence bounds, multidimensional Robbins-Monro procedure, independent errors, constant step-size, comparison result, stationary distribution of Markovian processes, confidence regions, stopping time, inner products of subsequent gradient estimates, coverage probability 
@article{MOMA_1990__110_3-4_178503,
     author = {Georg Ch. Pflug},
     title = {Non-Asymptotic {Confidence} {Bounds} for {Stochastic} {Approximation} {Algorithms} with {Constant} {Step} {Size.}},
     journal = {Monatshefte f\"ur Mathematik},
     pages = {297--314},
     year = {1990},
     volume = {110},
     number = {3-4},
     zbl = {0716.62081},
     url = {http://geodesic.mathdoc.fr/item/MOMA_1990__110_3-4_178503/}
}
TY  - JOUR
AU  - Georg Ch. Pflug
TI  - Non-Asymptotic Confidence Bounds for Stochastic Approximation Algorithms with Constant Step Size.
JO  - Monatshefte für Mathematik
PY  - 1990
SP  - 297
EP  - 314
VL  - 110
IS  - 3-4
UR  - http://geodesic.mathdoc.fr/item/MOMA_1990__110_3-4_178503/
ID  - MOMA_1990__110_3-4_178503
ER  - 
%0 Journal Article
%A Georg Ch. Pflug
%T Non-Asymptotic Confidence Bounds for Stochastic Approximation Algorithms with Constant Step Size.
%J Monatshefte für Mathematik
%D 1990
%P 297-314
%V 110
%N 3-4
%U http://geodesic.mathdoc.fr/item/MOMA_1990__110_3-4_178503/
%F MOMA_1990__110_3-4_178503
Georg Ch. Pflug. Non-Asymptotic Confidence Bounds for Stochastic Approximation Algorithms with Constant Step Size.. Monatshefte für Mathematik, Tome 110 (1990) no. 3-4, pp. 297-314. http://geodesic.mathdoc.fr/item/MOMA_1990__110_3-4_178503/